# Questions tagged [markov-process]

A Markov process is a stochastic process for which the Markov property holds: If you know the current state, then the next state is independent of all past states.

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### Examples of decision processes where action has no effect on the next state, but has on the reward?

Within my studies, I work on a recurrent reinforcement learning project and I struggle to find real-world problems with a property that is important to my solutions. I look for instances of problems ...
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### Hi, I need help with this question. This quesion is based on Markov Chains. I want to answer it without using any simulation

Alinah is spending the summer at her grandparents’ farm in a small town in Iowa. The town is known for frequent changes in its weather. Each day starts off as either sunny or rainy. There’s a 50% ...
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### For a node in an undirected graph - does the node affect itself if its markov blanket is known?

Consider the following Markov Random Field. Question 1: Which of the following nodes will have no effect on H given the Markov Blanket of H? Question 2: Will node H itself have any effect on itself, ...
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### Is the node in undirected graph itself included in the set of its own Markov Blanket?

Consider an undirected graph with nodes set {a,b,c,d,e}, and edge set {(a,b), (a,c), (a,d), (a,e)}. From the above info, you will clearly visualise that the node a ...
1 vote
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### What is the difference between State Value function and Return for Markov Reward process ( MRP)?

I have been going through Stanford Lecture on RL. I see in MRP that Return function is same as State Value function. Both are getting expected sum of reward keeping discount factor in mind. Although ...
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### Attribution modelling using First and Higher-Order Markov Chains

The crux of my question is as follows: Would a higher-order Markov model produce a different result than a first-order Markov model when used for Channel Attribution modelling? Once the transition ...
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1 vote
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### Hidden Markov Model with Autoregressive emission model?

So far, all standard HMM implementations I've seen assume some variation of a Gaussian Mixture (GMM) as their emission model. It can of course only have a single mixture component which reduces it to ...
1 vote
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### If I use Gibbs sampling with a Bayesian model, what do I have to check is memoryless?

Right now I am trying to better understand how Bayesian modeling works with just the basics. I found through reading tutorials that some very basic Bayesian models like Bayesian Hierarchical Modeling ...
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### Find changes in variables into two states

I have a dataframe like this: ...
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### Machine Learning alternative for hashing

Is there a Machine Learning technique that can used to detect the slightest change in data? I know this can be done using a hash but I was just wondering if there is any machine learning technique out ...
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### Best python library for training using Hidden Marov model with Gaussian Mixture

I would like to train my data using HMM- GMM (Baum Welch approach with gaussian Mixture) to find the best parameters suited for my data. Note : My data is ...
1 vote
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### Q-learning when minimising a total cost instead of maximising a total reward

I have a decision problem where the results are measured as a cost that I want to minimise. It seems like a good fit to Q-learning, but I am not sure how to adjust it to deal with a cost instead of a ...
1 vote
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### Machine Learning algorithm for detecting anomalies in large sets of events

Let's start with the following hypothetical preconditions: There is traffic: normal and anomaly. Each traffic sample contains a list of events (of variable size) Events happen in order, the possible ...
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### Reinforcement Learning control with known dynamic equation

I know there is model-based reinforcement learning. But all the approaches assume an MDP. If I want to do a feedback control of a system (i. e. control an inverted pendulum) it's quite easy to find ...
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### Predict how many days late or early someone will finish their work

So I have a set of deadlines and people, with a database of when those people finished their previous work and how much after the deadline it was, as well as when the work was given. The work itself ...
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### Artificially increasing frequency weight of word ending characters in word building

I have a database of letter pair bigrams. For example: ...
1 vote
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### Reinforcement learning - generating a matrix of continuous values with varying size for test data generation

Currently, I am using RL A3C algorithm for test data generation, where for a set of 30 functions written in C (mostly basic algorithms like Prime number checks, triangle validity, etc.) I try to ...
1 vote
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### Evaluating value functions in RL

I'm working my way through the book Reinforcement Learning by Richar S. Sutton and Andrew G. Barto and I am stuck on the following question. The value of a state depends on the the values of the ...
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### Reinforcement Learning - How are these state values in MRP calculated?

This is a question from the book an Introduction to RL, page 125, example 6.2. The example compares the prediction abilities of TD(0) and constant $\alpha$ MC when applied to the below Markov ...
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### What are the differences between Reinforcement Learning (RL) and Supervised Learning?

What is the difference between Reinforcement Learning (RL) and Supervised Learning? Does RL hava more difficulty in finding a stable solution? Does Q-learning have more difficulty in finding a ...
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### What is the relationship between MDP and RL?

What is the relationship between Markov Decision Processes and Reinforcement Learning? Could we say RL and DP are two types of MDP?
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### Should reinforcement learning always assume (PO)MDP?

I recently just started learning reinforcement learning and learned that reinforcement learning algorithms work under the assumption of MDP or POMDP. However as I read A3C and recent vision based deep ...
1 vote
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### Equations in "Intoduction to RL": What is the meaning and difference between E, and E with subscript?

This question is from An introduction to RL, page 78. In the formula below the page, both $\mathbb{E}$ and $\mathbb{E_\pi}$ are mentioned. Could you help me understand the difference between ...
1 vote
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### MDP - RL, Multiple rewards for the same state possible?

This question is from An introduction to RL Pages 48 and 49. This question may also be related to below question, although I am not sure: Cannot see what the "notation abuse" is, mentioned ...
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### Using Policy Iteration on an automaton

I've read many explanation on how do to policy iteration, but I can't find an example, so I'm stuck right now trying to figure out to Policy Iteration. The numbers next to each state show the reward ...
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### What could be some Classification techniques to classify a tree of webpages given the category of each webpage

I want to perform a website classification task where I have modeled a website as a tree of webpages. I already have a model which can assign categories to the nodes in the tree (webpages). I need ...
1 vote
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### How to set the parameters of a Hidden Markov Model that'll be used to correct the mistakes by a previous classifier?

Say we've previously used a neural network or some other classifier C with $N$ training samples $I:=\{I_1,...I_N\}$ (that has a sequence or context, but is ignored by C) the, belonging to $K$ classes. ...
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### What is the optimal value of a Markov Decision process with Single actions at each state?

I am trying to solve some questions about a MRP (i.e. a Markov Decision process with only one possible action at each state). The setup is as follows: There are two states ($a$ and $b$) stepping to \$...
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### Simple Markov Chains Memoryless Property Question

I have a sequential data from time T1 to T6. The rows contain the sequence of states for 50 customers. There are only 3 states ...
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### Markov Chains for sequential data

I am new to Markov chains and HMM and I am looking for help in developing a program (in python) that predicts the next state based on 20 previous states (lets say 20 states in last 20 months). I have ...
1 vote
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### Create a graphical viz of list of elements residing in a column in desired order [closed]

I have a list of elements in a column. Example: UID.................Flow 1............................qwerty, asdfgh, zxcvbn, poiuyt, lkjhgf, mnbvcx 2............................qpwoei, alskdj, ...